+115.4%
AXP vs DVN
-0.2%
+115.6%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.8% |
| 7D | -2.1% | +1.5% | -3.6% | -2.4% |
| 30D | -6.5% | +14.2% | -20.7% | -9.3% |
| 3M | +4.6% | +5.2% | -0.6% | +3.0% |
| 6M | +5.4% | +11.9% | -6.5% | +0.7% |
| YTD | -11.1% | +32.8% | -43.9% | -20.2% |
| 1Y | -0.3% | +38.6% | -38.9% | -12.4% |
| All | +115.4% | -0.2% | +115.6% | +93.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DVN.
Daily Out/Under-Performance
Portfolio return minus DVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded DVN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling